+569.1%
RMBS vs IBB
+122.2%
+446.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.6% |
| 7D | +3.5% | -3.9% | +7.3% | +6.8% |
| 30D | -8.6% | +2.7% | -11.3% | -11.2% |
| 3M | -40.3% | +21.4% | -61.7% | -49.8% |
| 6M | -1.0% | +20.1% | -21.1% | -15.9% |
| YTD | -4.6% | +21.9% | -26.5% | -19.8% |
| 1Y | +17.6% | +44.1% | -26.6% | -13.8% |
| 3Y | +58.6% | +63.4% | -4.7% | +6.9% |
| 5Y | +270.9% | +19.8% | +251.2% | +210.3% |
| 10Y | +569.1% | +127.0% | +442.1% | +277.5% |
| All | +569.1% | +122.2% | +446.8% | +277.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling